-18.7%
NCEW vs VT
+29.3%
-48.0%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -3.8% | -2.3% | -1.4% | -3.6% |
| 30D | -2.4% | -5.0% | +2.6% | -2.0% |
| 3M | -2.6% | -4.9% | +2.3% | -2.2% |
| 6M | +2.9% | -1.5% | +4.4% | +2.7% |
| YTD | +181.8% | +8.5% | +173.3% | +172.5% |
| 1Y | +304.8% | +11.4% | +293.4% | +287.4% |
| All | -18.7% | +29.3% | -48.0% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling